The sub period results are more complex Total return is

Total return is negative for 12 configurations, and 34 configurations provide a maximum drawdown greater than the total return.
Therefore, it AZD8055 can be concluded that 2 of the 3 sub-periods perform in a similar way to the entire sample, whereas the third sub-period presents some cases of negative returns and risks greater than the return.
Furthermore, the lower the values of the stop loss the better the performance of the trading rule.